標(biāo)題: Titlebook: Commodities, Energy and Environmental Finance; René A?d,Michael Ludkovski,Ronnie Sircar Book 2015 Springer Science+Business Media New York [打印本頁] 作者: JAR 時間: 2025-3-21 18:48
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書目名稱Commodities, Energy and Environmental Finance被引頻次
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書目名稱Commodities, Energy and Environmental Finance讀者反饋
書目名稱Commodities, Energy and Environmental Finance讀者反饋學(xué)科排名
作者: 間接 時間: 2025-3-21 22:51 作者: 干涉 時間: 2025-3-22 00:41
Nidhal Ben Cheikh,Jean Yves Moisseronwith exhaustible resources. We trace the resulting theory of competitive equilibria and discuss some of the major emerging strands, including competition between renewable and exhaustible producers, endogenous market phase transitions, stochastic differential games with controlled jumps, and mean field games.作者: 的染料 時間: 2025-3-22 04:56
Game Theoretic Models for Energy Productionwith exhaustible resources. We trace the resulting theory of competitive equilibria and discuss some of the major emerging strands, including competition between renewable and exhaustible producers, endogenous market phase transitions, stochastic differential games with controlled jumps, and mean field games.作者: 吹牛大王 時間: 2025-3-22 11:19
https://doi.org/10.1057/9780230523975. From empirical data, we find that many commodity leveraged ETFs underperform significantly against the benchmark, and we quantify such a discrepancy via the novel idea of .. Finally, we consider a number of trading strategies and examine their performance by backtesting with historical price data.作者: Eulogy 時間: 2025-3-22 13:08
The Social Dimension of the European Union, as entry/exit, multistage, abandonment, etc. As well, our approach to ROA provides a co-dependence between cash-flows, is consistent with financial theory, requires minimal subjective input of model parameters, and bridges the gap between theoretical ROA frameworks and practice.作者: Eulogy 時間: 2025-3-22 18:24
Clive Sealey,Peter Unwin,Joy Fillinghamand extension of previous literature which has typically considered homogeneous costs. We also study how this model may be applied to energy policy, comparing when it is optimal to consider taxing oil producers, opposed to subsidizing green energy, as a matter of public policy.作者: pessimism 時間: 2025-3-22 23:28 作者: Evocative 時間: 2025-3-23 01:56 作者: 粗糙 時間: 2025-3-23 08:54 作者: exhilaration 時間: 2025-3-23 11:41 作者: 慢跑 時間: 2025-3-23 16:19 作者: 大溝 時間: 2025-3-23 21:50
A Hedged Monte Carlo Approach to Real Option Pricingthe determination of the corresponding hedging. The approach is particularly well-suited to the evaluation of commodity related projects whereby the availability of pricing formulae is very rare, the scenario simulations are usually available only in the historical measure, and the cash flows can be highly nonlinear functions of the prices.作者: 吞吞吐吐 時間: 2025-3-24 01:01 作者: 召集 時間: 2025-3-24 04:41 作者: Gudgeon 時間: 2025-3-24 09:34
Francesca Crozier-Roche,Joy Fillinghamtes. We study how the regime changes and the relative cost of production, which is a proxy for market competitiveness, affect game equilibria, and compare with the case of deterministic demand. A novel feature driven by stochasticity of demand is that production may shut down during low demand to conserve reserves.作者: OWL 時間: 2025-3-24 11:53 作者: Barrister 時間: 2025-3-24 18:49
Dynamic Cournot Models for Production of Exhaustible Commodities Under Stochastic Demandtes. We study how the regime changes and the relative cost of production, which is a proxy for market competitiveness, affect game equilibria, and compare with the case of deterministic demand. A novel feature driven by stochasticity of demand is that production may shut down during low demand to conserve reserves.作者: liposuction 時間: 2025-3-24 22:53
Social Policy in a Development Contextdation duality and the notion of rolling yield as it pertains to trading through commodity indexes; (b) to use principal component analysis and the computation of equity and commodity “betas” to provide empirical evidence of the dramatic changes which occurred in the mid-2000s; (c) finally, to revie作者: amnesia 時間: 2025-3-25 02:53
https://doi.org/10.1057/9780230523975ide investors access to a great variety of commodities, ranging from precious metals to building materials, and from oil and gas to agricultural products. In this article, we analyze the tracking performance of commodity leveraged ETFs and discuss the associated trading strategies. It is known that 作者: Serenity 時間: 2025-3-25 04:51 作者: 強(qiáng)制令 時間: 2025-3-25 09:10
Social Policy in Indian Developmenteld can be used to describe complex dependencies between commodities while staying in a tractable multivariate martingale framework. Moreover, we study in detail how spread options can be priced in our new ambit framework. Here we consider both calendar spreads written on one commodity as well as sp作者: 諂媚于性 時間: 2025-3-25 14:30
Social Policy in a Development Contexto use a cross hedging strategy based on the Futures contract covering the larger delivery period. For that purpose we formulate the pricing problem in a stochastic target form along the lines of Bouchard et al. (SIAM J. Control Optim. 48:3123–3150, 2009), with a moment loss function. Following the s作者: 世俗 時間: 2025-3-25 19:23
The Social Dimension of the European Union,ling and calibration, especially when the objective is to represent both spot prices and forward products, the latter showing a particular time interval: the delivery period. The two main approaches to model electricity prices are: (i) models on a fictitious forward curve from what we can deduce spo作者: Tractable 時間: 2025-3-25 23:49 作者: abreast 時間: 2025-3-26 03:01
https://doi.org/10.1007/978-3-642-22525-3rgy infrastructure. How can one decide optimal build times on a 50 year project horizon when regulations regarding pricing and costs change on a much shorter time scale? In this paper we present a quantitative framework for modelling and interpreting regulatory changes for energy real options as a P作者: Longitude 時間: 2025-3-26 06:03
https://doi.org/10.1007/978-3-642-22525-3ded to the manager comes from simulated data of cash flows under historical (or subjective) measure in a possibly incomplete market. Our approach is suitable also to incorporating subjective views from management or market experts and to stochastic investment costs..It is based on the Hedged Monte C作者: 落葉劑 時間: 2025-3-26 08:56 作者: Thymus 時間: 2025-3-26 14:57
Nidhal Ben Cheikh,Jean Yves Moisseronevelopment of renewable sources, exploration and new technologies, and changing costs of production. Our main focus is on dynamic Cournot competition with exhaustible resources. We trace the resulting theory of competitive equilibria and discuss some of the major emerging strands, including competit作者: 殘忍 時間: 2025-3-26 17:35
Ali Akbar Tajmazinani,Zahra Mahdavi Mazinaniwances on an auction carbon market. The producers’ strategies integrate the coupling of the two markets via the cost functions of the electricity production. We set out a clear Nash equilibrium on the power market that can be used to compute equilibrium prices on both markets as well as the related 作者: 延期 時間: 2025-3-26 23:41
Francesca Crozier-Roche,Joy Fillinghamcer and a “green” competitor. Both producers dynamically make decisions regarding their production rates; in addition the exhaustible producer optimizes search for new reserves. The aggregate price earned by the producers switches between high and low demand regimes with exogenously given holding ra作者: 焦慮 時間: 2025-3-27 01:16
Clive Sealey,Peter Unwin,Joy Fillinghamstock) that depletes over time, while the others can produce indefinitely with no such quantity restriction. We think of the first player as producing energy from a fossil fuel such as oil, which is an exhaustible resource, while the others are producing from renewables. All players have costs of pr作者: 脆弱吧 時間: 2025-3-27 07:41 作者: Magisterial 時間: 2025-3-27 10:26 作者: 不能仁慈 時間: 2025-3-27 16:45 作者: prostate-gland 時間: 2025-3-27 20:49
Game Theory Analysis for Carbon Auction Market Through Electricity Market Couplingwances on an auction carbon market. The producers’ strategies integrate the coupling of the two markets via the cost functions of the electricity production. We set out a clear Nash equilibrium on the power market that can be used to compute equilibrium prices on both markets as well as the related electricity produced and CO. emissions released.作者: 不能仁慈 時間: 2025-3-28 00:26
Social Policy in a Development ContextWe introduce a new representation of the bivariate normal distribution to first give a short derivation of the classic Margrabe exchange-option formula, using elementary integration methods. The second application is a new and simple technique to provide an accurate lower bound for the value of a spread option with a nonzero strike.作者: Brochure 時間: 2025-3-28 03:05 作者: 繞著哥哥問 時間: 2025-3-28 07:28
Commodities, Energy and Environmental Finance978-1-4939-2733-3Series ISSN 1069-5265 Series E-ISSN 2194-1564 作者: 音樂等 時間: 2025-3-28 11:48
Social Policy in Indian Developmenteld can be used to describe complex dependencies between commodities while staying in a tractable multivariate martingale framework. Moreover, we study in detail how spread options can be priced in our new ambit framework. Here we consider both calendar spreads written on one commodity as well as spread options on different commodity futures.作者: 感激小女 時間: 2025-3-28 16:28
Ali Akbar Tajmazinani,Zahra Mahdavi Mazinaniwances on an auction carbon market. The producers’ strategies integrate the coupling of the two markets via the cost functions of the electricity production. We set out a clear Nash equilibrium on the power market that can be used to compute equilibrium prices on both markets as well as the related electricity produced and CO. emissions released.作者: adequate-intake 時間: 2025-3-28 22:41 作者: 胰島素 時間: 2025-3-28 23:37 作者: 刻苦讀書 時間: 2025-3-29 07:04
Financialization of the Commodities Markets: A Non-technical Introductiondation duality and the notion of rolling yield as it pertains to trading through commodity indexes; (b) to use principal component analysis and the computation of equity and commodity “betas” to provide empirical evidence of the dramatic changes which occurred in the mid-2000s; (c) finally, to revie作者: 推測 時間: 2025-3-29 08:09 作者: 致命 時間: 2025-3-29 12:30 作者: 啞劇 時間: 2025-3-29 17:32
Cross-Commodity Modelling by Multivariate Ambit Fieldseld can be used to describe complex dependencies between commodities while staying in a tractable multivariate martingale framework. Moreover, we study in detail how spread options can be priced in our new ambit framework. Here we consider both calendar spreads written on one commodity as well as sp作者: 灰姑娘 時間: 2025-3-29 20:47
Hedging Expected Losses on Derivatives in Electricity Futures Marketso use a cross hedging strategy based on the Futures contract covering the larger delivery period. For that purpose we formulate the pricing problem in a stochastic target form along the lines of Bouchard et al. (SIAM J. Control Optim. 48:3123–3150, 2009), with a moment loss function. Following the s作者: 相反放置 時間: 2025-3-30 00:54 作者: multiply 時間: 2025-3-30 06:01 作者: Evolve 時間: 2025-3-30 09:10
Real Options with Regulatory Policy Uncertaintyrgy infrastructure. How can one decide optimal build times on a 50 year project horizon when regulations regarding pricing and costs change on a much shorter time scale? In this paper we present a quantitative framework for modelling and interpreting regulatory changes for energy real options as a P作者: 秘密會議 時間: 2025-3-30 12:57 作者: WAIL 時間: 2025-3-30 19:31 作者: Picks-Disease 時間: 2025-3-31 00:43 作者: COST 時間: 2025-3-31 04:32 作者: ECG769 時間: 2025-3-31 06:47
